Securitization Fabozzi
Introduction to Securitization outlines the basics ofsecuritization, addressing applications for this technology tomortgages, collateralized debt obligations, future flows, creditcards, and auto…
Specifikacia Securitization Fabozzi
Introduction to Securitization outlines the basics ofsecuritization, addressing applications for this technology tomortgages, collateralized debt obligations, future flows, creditcards, and auto loans. The authors present a comprehensive overviewof the topic based on the experience they have gathered throughyears of interaction with practitioners and graduate studentsaround the world. The authors offer coverage of such key topics as: structuring agency MBS deals and nonagency deals, creditenhancements and sizing, using interest rate derivatives insecuritization transactions, asset classes securitized, operationalrisk factors, implications for financial markets, and applyingsecuritization technology to CDOs. Finally, in the appendices, theauthors provide an essential introduction to credit derivatives, anexplanation of the methodology for the valuation of MBS/ABS, andthe